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 Actuarial Statistics - ACTL5104
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 Science students
   
 
School:  Actuarial Studies Unit
 
   
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

This course covers the estimation and application of survival models in actuarial modelling. Topics include: actuarial notation and applications of survival models; state Markov models; binomial and Poison models for mortality; maximum likelihood estimation; construction of multiple decrement tables; models with transition intensities depending on age and duration; the census approximation and formulae; statistical comparison of crude rates with standard actuarial tables; graduation of estimates and tests of fidelity and smoothness, analysis of mortality/morbidity and the main forms of selection; models for projection of populations. The analysis of data using a numerical computer package such as Matlab will form part of the course assessment.

Enrolment requires school approval.

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